The term structure of crude oil futures prices : a principal component analysis

Examines the movements of the crude oil futures prices' curve in Great Britain. Relationship between the spot price and futures prices for different delivery dates; Problems in identifying the crude oil prices' movements; Factors that affect the movements of crude oil prices.

MoreLess

Year of publication:	2005-05
Authors:	Lautier, Delphine
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	Crude oil \| Term Structure \| Future Prices

More details

Extent:	application/pdf
Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in Banque & marchés, 2005, no. 76. pp. 72-80.Length: 8 pages
Classification:	O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; G13 - Contingent Pricing; Futures Pricing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010905255